Can't figure out how to sudo

There is a folder i need to acces on my server but i need to sudo -i to get to it. How would i do this with WinSCP? i read the FAQ but still can't figure it out. I tried to do sudo -i /usr/share/man/man8/sftp-server.8.gz under protocol option but it fails and asks me if i have an sftp server running. Please help.

/usr/share/man/man8/sftp-server.8.gz is definitely not a path to SFTP server executable.
Examples of common paths are in documentation:
https://winscp.net/eng/docs/faq_su#sudo
If your server uses a different path, you need to talk to your server administrator.